{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "import numpy as np\n",
    "\n",
    "import matplotlib.pyplot as plt # 画图模块\n",
    "import matplotlib.dates as mdates # 日期格式处理模块\n",
    "from matplotlib import style # 用来自定义图表风格的\n",
    "\n",
    "%matplotlib inline\n",
    "%config InlineBackend.figure_format = 'svg' # 提高分辨率"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
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    {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Preclose</th>\n",
       "      <th>Open</th>\n",
       "      <th>Highest</th>\n",
       "      <th>Lowest</th>\n",
       "      <th>Close</th>\n",
       "      <th>Volume</th>\n",
       "      <th>Money</th>\n",
       "      <th>Return</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Day</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>1990-12-19</th>\n",
       "      <td>NaN</td>\n",
       "      <td>96.0500</td>\n",
       "      <td>99.9800</td>\n",
       "      <td>95.7900</td>\n",
       "      <td>99.9800</td>\n",
       "      <td>126000</td>\n",
       "      <td>4.940000e+05</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1990-12-20</th>\n",
       "      <td>99.9800</td>\n",
       "      <td>104.3000</td>\n",
       "      <td>104.3900</td>\n",
       "      <td>99.9800</td>\n",
       "      <td>104.3900</td>\n",
       "      <td>19700</td>\n",
       "      <td>8.400000e+04</td>\n",
       "      <td>0.044109</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1990-12-21</th>\n",
       "      <td>104.3900</td>\n",
       "      <td>109.0700</td>\n",
       "      <td>109.1300</td>\n",
       "      <td>103.7300</td>\n",
       "      <td>109.1300</td>\n",
       "      <td>2800</td>\n",
       "      <td>1.600000e+04</td>\n",
       "      <td>0.045407</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1990-12-24</th>\n",
       "      <td>109.1300</td>\n",
       "      <td>113.5700</td>\n",
       "      <td>114.5500</td>\n",
       "      <td>109.1300</td>\n",
       "      <td>114.5500</td>\n",
       "      <td>3200</td>\n",
       "      <td>3.100000e+04</td>\n",
       "      <td>0.049666</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1990-12-25</th>\n",
       "      <td>114.5500</td>\n",
       "      <td>120.0900</td>\n",
       "      <td>120.2500</td>\n",
       "      <td>114.5500</td>\n",
       "      <td>120.2500</td>\n",
       "      <td>1500</td>\n",
       "      <td>6.000000e+03</td>\n",
       "      <td>0.049760</td>\n",
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       "      <th>...</th>\n",
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       "    <tr>\n",
       "      <th>2024-07-25</th>\n",
       "      <td>2901.9518</td>\n",
       "      <td>2891.8918</td>\n",
       "      <td>2897.7674</td>\n",
       "      <td>2872.8497</td>\n",
       "      <td>2886.7416</td>\n",
       "      <td>27463950000</td>\n",
       "      <td>2.732820e+11</td>\n",
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       "    <tr>\n",
       "      <th>2024-07-26</th>\n",
       "      <td>2886.7416</td>\n",
       "      <td>2885.9953</td>\n",
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       "      <th>2024-07-29</th>\n",
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       "    <tr>\n",
       "      <th>2024-07-30</th>\n",
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       "      <th>2024-07-31</th>\n",
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       "             Preclose       Open    Highest     Lowest      Close  \\\n",
       "Day                                                                 \n",
       "1990-12-19        NaN    96.0500    99.9800    95.7900    99.9800   \n",
       "1990-12-20    99.9800   104.3000   104.3900    99.9800   104.3900   \n",
       "1990-12-21   104.3900   109.0700   109.1300   103.7300   109.1300   \n",
       "1990-12-24   109.1300   113.5700   114.5500   109.1300   114.5500   \n",
       "1990-12-25   114.5500   120.0900   120.2500   114.5500   120.2500   \n",
       "...               ...        ...        ...        ...        ...   \n",
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       "2024-07-31  2879.2996  2877.5409  2940.5927  2876.3009  2938.7493   \n",
       "\n",
       "                 Volume         Money    Return  \n",
       "Day                                              \n",
       "1990-12-19       126000  4.940000e+05       NaN  \n",
       "1990-12-20        19700  8.400000e+04  0.044109  \n",
       "1990-12-21         2800  1.600000e+04  0.045407  \n",
       "1990-12-24         3200  3.100000e+04  0.049666  \n",
       "1990-12-25         1500  6.000000e+03  0.049760  \n",
       "...                 ...           ...       ...  \n",
       "2024-07-25  27463950000  2.732820e+11 -0.005241  \n",
       "2024-07-26  27838753600  2.754430e+11  0.001440  \n",
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       "\n",
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     },
     "execution_count": 3,
     "metadata": {},
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   ],
   "source": [
    "data = pd.read_csv('D:/homework/000001.csv')\n",
    "data['Day'] = pd.to_datetime(data['Day'], format='%Y/%m/%d')\n",
    "data.set_index('Day', inplace=True)\n",
    "data['Close'] = pd.to_numeric(data['Close'])\n",
    "data['Preclose'] = data['Close'].shift(1)\n",
    "data['Return'] = data['Close'] / data['Preclose'] - 1\n",
    "data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
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       "      <th>1995-01-31</th>\n",
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       "    <tr>\n",
       "      <th>1995-02-28</th>\n",
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       "              Return\n",
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       "1995-03-31  0.177803\n",
       "1995-04-30 -0.103552\n",
       "1995-05-31  0.207922\n",
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       "\n",
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     "execution_count": 4,
     "metadata": {},
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   "source": [
    "data_new = data['1995-01-01':'2024-12-31'].copy()\n",
    "Month_data = data_new.resample('ME')['Return'].apply(lambda x: (1+x).prod()-1).to_frame()\n",
    "Month_data"
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  },
  {
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      "text/plain": [
       "<Figure size 1500x500 with 1 Axes>"
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   "source": [
    "fig, ax = plt.subplots(figsize=(15,5))\n",
    "\n",
    "ax.plot('Return', # 图片数据\n",
    "        '*-', # 图片类型\n",
    "        label='Monthly Return',  #图片标签\n",
    "        color='y', #颜色\n",
    "        linewidth=1, #图片线宽\n",
    "        data=Month_data) #数据来源\n",
    "ax.set_title(\"China's Stock Market Monthly Return\")\n",
    "ax.set_ylabel('Return')\n",
    "ax.set_xlabel('year')\n",
    "\n",
    "#设置X轴的日期显示格式\n",
    "data_format = mdates.DateFormatter('%Y')\n",
    "ax.xaxis.set_major_formatter(data_format)\n",
    "ax.xaxis.set_major_locator(mdates.YearLocator())\n",
    "\n",
    "# 旋转x轴标签以防止重叠\n",
    "plt.xticks(rotation=90)\n",
    "\n",
    "#添加图例\n",
    "plt.legend(loc='upper left',fontsize = 8)\n",
    "fig.savefig(\"China's Stock Market Monthly Return.pdf\")\n",
    "\n",
    "\n",
    "plt.show();"
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